Multiple Linear Regression - Estimated Regression Equation
Passagiers[t] = + 526103.942017139 + 381943.276250048`9/11`[t] + 5463.46107822309t -3715.08271553495`T_9/11`[t] + 0.658302508465071`Passagiers-1`[t] + 0.266841562077032`Passagiers-2`[t] -0.00740687286284289`Passagiers-3`[t] -0.216866072731440`Passagiers-4`[t] + 134988.954627636M1[t] -158013.501846681M2[t] + 291621.008463846M3[t] + 8276.71590354365M4[t] -309010.132693305M5[t] -192510.530115477M6[t] -664535.837845057M7[t] -295913.329782779M8[t] -171119.104806719M9[t] -208806.873901883M10[t] + 186715.925498493M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)526103.94201713965838.0759017.990900
`9/11`381943.27625004893026.984244.10575.8e-052.9e-05
t5463.46107822309982.7440795.559400
`T_9/11`-3715.08271553495793.174656-4.68385e-063e-06
`Passagiers-1`0.6583025084650710.0685869.598200
`Passagiers-2`0.2668415620770320.0823453.24050.0013940.000697
`Passagiers-3`-0.007406872862842890.081794-0.09060.9279350.463968
`Passagiers-4`-0.2168660727314400.067537-3.21110.0015380.000769
M1134988.95462763652947.621522.54950.0115270.005763
M2-158013.50184668155679.697739-2.83790.0050020.002501
M3291621.00846384660951.5861714.78453e-062e-06
M48276.7159035436559493.5464090.13910.8894940.444747
M5-309010.13269330572943.682597-4.23633.4e-051.7e-05
M6-192510.53011547781953.119188-2.3490.0197830.009892
M7-664535.83784505772223.610054-9.201100
M8-295913.32978277989615.08133-3.3020.0011340.000567
M9-171119.10480671972876.937176-2.34810.0198340.009917
M10-208806.87390188364991.089984-3.21290.0015290.000764
M11186715.92549849352506.3977313.55610.0004680.000234


Multiple Linear Regression - Regression Statistics
Multiple R0.992669608595858
R-squared0.985392951829854
Adjusted R-squared0.984097745588166
F-TEST (value)760.800033318057
F-TEST (DF numerator)18
F-TEST (DF denominator)203
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation112494.287273394
Sum Squared Residuals2568957827837.21


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
117421171773951.44151448-31834.4415144845
217372751708798.3176792428476.6823207589
319799002176346.48659992-196446.486599925
420610362001951.6518954259084.3481045806
518679431760695.88953950107247.110460504
617077521776448.77690500-68696.776905003
712987561099689.46044091199066.539559088
812818141145621.28978312136192.710216880
912811511198650.7181684382500.2818315674
1011649761199238.50027400-34262.5002740048
1114543291612392.39439893-158063.394398926
1216452881594300.4729971850987.5270028242
1318177431938677.35958975-120934.359589752
1418957851838672.9362597657112.0637402373
1522363112326999.05582406-90688.0558240638
1622959512251422.3128848944528.6871151082
1720873152031748.8909941055566.109005896
1819808912012833.88841971-31942.8884197112
1914654461346249.81728148119196.182718522
2014450261341230.15129262103795.848707376
2114881201366537.49014721121582.509852794
2213383331384130.75623961-45797.7562396054
2317157891809944.91036181-94155.910361811
2418060901841312.49394392-35222.4939439248
2520833162133695.05984925-50379.0598492541
2620922782082438.645394929839.35460507755
2724308002534885.4943776-104085.494377599
2824248942460609.37777547-35715.3777754697
2922990162175042.50064565123973.499354352
3021306882208112.85171641-77424.8517164112
3116522211523780.58658695128440.413413051
3216081621540186.7963161767975.2036838283
3316470741542310.90206623104763.097933775
3414796911563994.26540393-84303.2654039293
3518849781969264.81460472-84286.8146047189
3620078982019415.74380923-11517.7438092275
3722089542341735.21200340-132781.212003402
3822171642252649.83512981-35485.8351298136
3925342912677999.11438661-143708.114386615
4025603122582928.17784073-22616.1778407297
4124290692329194.1084063899874.8915936197
4223150772367573.67040326-52496.670403257
4317996081721982.6957894177625.3042105935
4417725901721645.3539862350944.6460137651
4517447991725874.9479394018924.052060604
4616590931696685.24029604-37592.2402960444
4720998212145823.08866826-46002.0886682647
4821357362237898.18123620-102162.181236203
4924278942526259.81797753-98365.8179775335
5024688822455955.08891812926.9110820002
5127032172920150.49227537-216933.492275368
5227668412797517.55889685-30676.5588968512
5326552362526445.57664415128790.423355846
5425503732581291.72024712-30918.7202471202
5520520971964626.8790824487470.1209175642
5619980551969743.4578253028311.5421746953
5719207481956444.45848783-35696.4584878311
5818766941885340.00071866-8646.00071865728
5923809302345156.1233294335773.8766705678
6024674022496380.52381477-28978.5238147740
6127707712845400.36378985-74629.3637898478
6227813402786463.27166346-5123.27166346102
6331439263219478.13194992-75552.1319499206
6431722353162108.9636169910126.0363830121
6529525402899805.7495800152734.2504199886
6629208772879719.3754931241157.6245068777
6723845522254847.65652445129704.343475554
6822489872262908.51971302-13921.5197130218
6922086162208688.54109046-72.5410904624812
7021787562124552.6476903754203.3523096343
7126328702612424.1437409320445.856259073
7227069052751846.64762033-44941.6476203272
7330297453071189.24810737-41444.2481073722
7430154023019044.30586104-3642.30586103816
7533914143451817.08668706-60403.086687058
7635078053399191.67496336108613.325036637
7731778523194417.59800406-16565.5980040582
7831429613130555.1673385312405.8326614743
7925458152470572.9748530475242.0251469624
8024140072419448.52618166-5441.52618165517
8123725782375407.34826914-2829.34826913662
8223326642292728.0316609739935.968339025
8328253282786860.8197070038467.1802929957
8429014782948171.13085885-46693.1308588472
8532639553279496.69637408-15541.6963740783
8632267383255904.09710595-29166.0971059466
8736107863675819.81270948-65033.8127094819
8837092743621628.5280893787645.4719106293
8934671853398786.7043988868398.2956011246
9034496463392889.1737685956756.8262314141
9128029512766165.4829047136785.5170952865
9224625302690284.79384945-227754.793849446
9324906452476508.1775067614136.8224932425
9425615202380547.17480716180972.825192840
9530675542978460.5360629289093.4639370823
9632269513222861.440038244089.55996175882
9735464933596654.051961-50161.0519609973
9834927873542885.58878812-50098.5887881247
9939522633936973.6125241715289.3874758304
10039320723910301.3831251721770.6168748347
10137202843638893.4781362581390.5218637499
10236515553624291.9011361927263.0988638091
10329149722956476.53716699-41504.5371669898
10427135142833275.74565917-119761.745659169
10527039972680800.8654203423196.1345796551
10625913732608914.88996412-17541.8899641182
10731637483094452.9938270069295.0061729949
10833551373303703.5600914351433.4399085677
10936137023725779.37974724-112077.379747244
11036867733679709.727897227063.27210278262
11140987164126360.09801046-27644.0980104629
11240635174095739.81767976-32222.8176797618
11335514893761331.74860206-209842.748602064
11432266633514220.02636638-287557.026366381
11526568422604403.2289563352438.7710436728
11625974842524408.4396542773075.5603457253
11725723992573271.04332434-872.043324335353
11825966312579643.2833678916987.7166321143
11931652253110187.2265206755037.7734793322
12033031453319051.17836626-15906.1783662588
12136982473703566.70656297-5319.70656296867
12236686313699745.45224957-31114.4522495667
12341304334112731.3850279417701.6149720629
12441314004094401.4671090636998.5328909398
12538643583817262.6853292547095.3146707484
12637211103762976.48050297-41866.4805029749
12728925323026984.78041772-134452.780417721
12828434512815444.4075500128006.5924499862
12927475022747551.18716633-49.1871663298084
13026687752672554.28143042-3779.28143041837
13130186023172450.09010848-153848.090108476
13230133923208121.58470389-194729.584703892
13333936573456168.74845422-62511.7484542163
13435442333428335.92038057115897.079619426
13540758324004486.8563538471345.1436461567
13640329234111337.13013480-78414.1301348044
13737345093825822.39068809-91313.390688088
13837612853699581.4703057261703.5296942782
13929700903052334.02510955-82244.0251095464
14028478492920520.02888899-72671.0288889918
14127416802819984.91138323-78304.9113832278
14228306392681588.69705093149050.302949074
14332576733281580.28182076-23907.2818207562
14434800853428764.5524873751320.4475126262
14538432713848232.22868325-4961.22868325275
14637969613832957.99540547-35996.9954054680
14743377674256511.4505662181255.5494337926
14842436304267648.36052586-24018.3605258569
14939272023956029.07566419-28827.0756641888
15039152963846889.4328696068406.5671303956
15130873963167753.39949311-80357.399493107
15229637923012697.48697672-48905.4869767157
15329557922905663.8217061450128.178293859
15428299252840189.48397206-10264.4839720637
15532811953332926.30813324-51731.3081332366
15635480113438309.15613531109701.843864686
15740596483873776.93239124185871.067608765
15839411754014486.15548997-73311.1554899675
15945285944424562.56254292104031.437457081
16044331514436399.56090856-3248.56090855673
16141457374104699.3355072841037.6644927236
16240771324029615.6364549947516.3635450116
16331985193310797.54536086-112278.545360861
16430786603107295.81208622-28635.8120862197
16530282022983322.9636224544879.0363775456
16628586422903569.45383524-44927.4538352389
16733989543367183.6978589431770.3021410609
16838088833519026.32701356289856.672986437
16941759614081997.1847459493963.8152540636
17042275424174547.358539452994.6414606017
17147446164637626.1823504106989.817649598
17246080124618566.74162288-10554.7416228776
17342950494271089.5312365223959.4687634762
17442011444131845.4891980769298.5108019264
17533532763405115.12775047-51839.1277504745
17632868513224217.4761925162633.5238074857
17731698893149352.5129677820536.4870322246
17830517203045336.652519566383.34748043977
17936954263517972.36326074177453.636739263
18039055013740497.34163484165003.658365163
18142964584213535.4410074682922.5589925372
18242462474256565.0762967-10318.0762966969
18349218494638063.523272283785.476728002
18448214464739365.8097020682080.1902979439
18544250644453597.08302929-28533.0830292945
18643790994289999.0699602389099.930039775
18734728893537920.59351906-65031.5935190602
18833591603324175.746726634984.2532734017
18932009443220338.03666287-19394.036662869
19031531703066577.4635277686592.5364722375
19137414983587548.87267961153949.127320386
19239187193802966.88233992115752.117660080
19344034494248025.14522401155423.854775985
19444004074329162.8595745371244.140425466
19548474734778988.2661490368484.7338509692
19647161364748861.73341068-32725.7334106787
19742974404361060.61668591-63620.6166859093
19842722534165982.14587357106270.854126427
19932718343471418.40534-199584.405340000
20031683883208073.78355932-39685.7835593244
20129117483090551.77101101-178803.771011011
20227209992870934.1143919-149935.114391899
20331999183291875.67946239-91957.679462394
20436726233395616.77786484277006.222135163
20538920134028401.85468502-136388.854685023
20638508454045529.79887002-194684.798870019
20745324674420991.51165573111475.488344274
20844847394472985.0657076111753.9342923921
20940149724260638.89102096-245666.891020964
21039837584060781.51838025-77023.5183802484
21131584593297135.80342253-138676.803422535
21231005693129711.1837586-29142.1837586002
21329354043100028.30306006-164624.303060063
21428557192952795.06284939-97076.0628493859
21534656113432944.6554541732666.3445458274
21630069853641985.00504385-635000.005043853
21740951103675961.12733192419148.872668076
21841047933991405.56849625113387.431503751
21947307884610651.87673727120136.123262726
22046427264835134.68411049-192408.684110491
22142469194392617.14588746-145698.145887462
22243081174220069.2046602888047.7953397174


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
220.0790145448081980.1580290896163960.920985455191802
230.0628446915817780.1256893831635560.937155308418222
240.04890776188589330.09781552377178660.951092238114107
250.02606674082738820.05213348165477650.973933259172612
260.01233721275798120.02467442551596240.987662787242019
270.005588552351158020.01117710470231600.994411447648842
280.003019321861275680.006038643722551360.996980678138724
290.001322037439280120.002644074878560240.99867796256072
300.0004869680049231930.0009739360098463850.999513031995077
310.0002083021247013810.0004166042494027610.999791697875299
329.63711434056156e-050.0001927422868112310.999903628856594
333.73668965064064e-057.47337930128129e-050.999962633103494
342.02718349839846e-054.05436699679692e-050.999979728165016
357.77839482982633e-061.55567896596527e-050.99999222160517
362.50893894722377e-065.01787789444755e-060.999997491061053
371.49411687464965e-062.98823374929931e-060.999998505883125
387.61050292803874e-071.52210058560775e-060.999999238949707
393.69727317396865e-077.3945463479373e-070.999999630272683
401.82210291379957e-073.64420582759914e-070.999999817789709
416.26952568592451e-081.25390513718490e-070.999999937304743
422.46447709964328e-084.92895419928656e-080.999999975355229
431.10152186153346e-082.20304372306692e-080.999999988984781
443.88031097510637e-097.76062195021274e-090.99999999611969
453.91232437677316e-097.82464875354631e-090.999999996087676
461.21503682554146e-092.43007365108292e-090.999999998784963
471.64590487122202e-093.29180974244404e-090.999999998354095
481.06065473055357e-092.12130946110714e-090.999999998939345
495.02554549673799e-101.00510909934760e-090.999999999497445
502.55724391866675e-105.1144878373335e-100.999999999744276
512.16747308806028e-104.33494617612057e-100.999999999783253
527.27086321335364e-111.45417264267073e-100.999999999927291
534.41002396520728e-118.82004793041455e-110.9999999999559
544.35731924081998e-118.71463848163996e-110.999999999956427
552.29722254893477e-114.59444509786954e-110.999999999977028
567.85190233341756e-121.57038046668351e-110.999999999992148
571.05356050585698e-112.10712101171395e-110.999999999989464
584.57567497474122e-129.15134994948244e-120.999999999995424
595.91725637240019e-111.18345127448004e-100.999999999940827
605.17072575245557e-111.03414515049111e-100.999999999948293
613.69600113275323e-107.39200226550647e-100.9999999996304
622.05131306455766e-104.10262612911531e-100.999999999794869
633.30701406440963e-106.61402812881926e-100.999999999669299
641.34360872875210e-102.68721745750419e-100.99999999986564
658.82423212762023e-111.76484642552405e-100.999999999911758
668.47318886572995e-111.69463777314599e-100.999999999915268
675.73768844296282e-111.14753768859256e-100.999999999942623
681.02517904141547e-102.05035808283094e-100.999999999897482
698.27127192557873e-111.65425438511575e-100.999999999917287
704.7890006458447e-119.5780012916894e-110.99999999995211
713.32135188510759e-116.64270377021519e-110.999999999966786
721.44788619165688e-112.89577238331376e-110.999999999985521
732.13683413829574e-114.27366827659148e-110.999999999978632
749.1539624640254e-121.83079249280508e-110.999999999990846
751.19463348130131e-112.38926696260261e-110.999999999988054
761.99358394807576e-113.98716789615151e-110.999999999980064
775.03094348606345e-111.00618869721269e-100.99999999994969
782.60033277101815e-115.2006655420363e-110.999999999973997
794.2340095782104e-118.4680191564208e-110.99999999995766
806.7560080911459e-111.35120161822918e-100.99999999993244
815.68116626270472e-111.13623325254094e-100.999999999943188
822.82399664012334e-115.64799328024668e-110.99999999997176
832.59376947065166e-115.18753894130333e-110.999999999974062
841.24792497291297e-112.49584994582594e-110.99999999998752
851.93035683565614e-113.86071367131229e-110.999999999980696
861.02116778320230e-112.04233556640461e-110.999999999989788
871.69351950490282e-113.38703900980565e-110.999999999983065
881.36082138532414e-112.72164277064829e-110.999999999986392
896.50643279067774e-121.30128655813555e-110.999999999993494
906.39811300913968e-121.27962260182794e-110.999999999993602
911.04366458391108e-112.08732916782217e-110.999999999989563
921.03169833653917e-082.06339667307834e-080.999999989683017
935.75701246329044e-091.15140249265809e-080.999999994242988
941.05483888031342e-082.10967776062685e-080.999999989451611
958.46610205008323e-091.69322041001665e-080.999999991533898
966.32448752831646e-091.26489750566329e-080.999999993675512
975.38688674761607e-091.07737734952321e-080.999999994613113
983.63530049326131e-097.27060098652263e-090.9999999963647
991.67617837558619e-083.35235675117238e-080.999999983238216
1001.06793440058560e-082.13586880117120e-080.999999989320656
1016.03344268755846e-091.20668853751169e-080.999999993966557
1023.6994786606876e-097.3989573213752e-090.999999996300521
1031.18542661939898e-082.37085323879796e-080.999999988145734
1041.81475628958949e-083.62951257917897e-080.999999981852437
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1529.18700359969717e-071.83740071993943e-060.99999908129964
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1553.48889190587807e-076.97778381175614e-070.99999965111081
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1574.13290259687479e-078.26580519374958e-070.99999958670974
1584.93927137800919e-079.87854275601837e-070.999999506072862
1599.37798373292353e-071.87559674658471e-060.999999062201627
1607.08342723958774e-071.41668544791755e-060.999999291657276
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1675.54773453174834e-081.10954690634967e-070.999999944522655
1683.15472885835945e-076.30945771671891e-070.999999684527114
1691.89854972926052e-073.79709945852104e-070.999999810145027
1701.02585933736778e-072.05171867473556e-070.999999897414066
1711.00320827739059e-072.00641655478117e-070.999999899679172
1728.32606871385494e-081.66521374277099e-070.999999916739313
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1752.0322711461256e-084.0645422922512e-080.999999979677288
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1776.16600264958765e-091.23320052991753e-080.999999993833997
1783.06286934160443e-096.12573868320885e-090.99999999693713
1792.37761913804266e-094.75523827608532e-090.99999999762238
1804.88661388522486e-099.77322777044972e-090.999999995113386
1812.42521036461418e-094.85042072922835e-090.99999999757479
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1833.95326362566982e-097.90652725133964e-090.999999996046736
1841.75310437019446e-093.50620874038891e-090.999999998246896
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1864.52003675428944e-109.04007350857889e-100.999999999547996
1872.80183670267593e-105.60367340535186e-100.999999999719816
1881.10004895912509e-102.20009791825018e-100.999999999889995
1897.73248125110784e-111.54649625022157e-100.999999999922675
1907.33820073233732e-111.46764014646746e-100.999999999926618
1911.06474955716416e-102.12949911432832e-100.999999999893525
1925.08112691673284e-091.01622538334657e-080.999999994918873
1931.05191026896108e-082.10382053792217e-080.999999989480897
1944.27296769383148e-088.54593538766296e-080.999999957270323
1951.83673163843157e-083.67346327686315e-080.999999981632684
1967.65243252906752e-091.53048650581350e-080.999999992347568
1974.48302146669536e-098.96604293339073e-090.999999995516978
1982.44618365063111e-094.89236730126222e-090.999999997553816
1994.74682598781442e-099.49365197562884e-090.999999995253174
2002.62468233987025e-095.2493646797405e-090.999999997375318


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1730.966480446927374NOK
5% type I error level1750.977653631284916NOK
10% type I error level1770.988826815642458NOK